-37.4%
CIFR vs CVE
+148.3%
-185.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.7% | -11.9% | -13.7% |
| 7D | -31.5% | -14.1% | -17.4% | -27.6% |
| 30D | -64.2% | -11.6% | -52.6% | -62.7% |
| 3M | -70.3% | 0.0% | -70.4% | -70.7% |
| 6M | -74.9% | -8.4% | -66.5% | -74.5% |
| YTD | -62.4% | +65.9% | -128.3% | -69.3% |
| 1Y | -77.5% | +69.4% | -147.0% | -81.8% |
| 3Y | +35.4% | +55.9% | -20.6% | +7.8% |
| 5Y | -37.4% | +146.2% | -183.6% | -57.3% |
| All | -37.4% | +148.3% | -185.8% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling